+8.1%
OWL vs BB
+69.2%
-61.1%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +2.2% | -6.7% | -4.9% |
| 7D | -3.9% | +0.5% | -4.4% | -4.0% |
| 30D | -3.7% | -12.4% | +8.7% | -1.6% |
| 3M | +21.4% | -15.3% | +36.7% | +23.0% |
| 6M | +18.3% | +128.8% | -110.4% | -1.9% |
| YTD | -20.1% | +107.7% | -127.8% | -32.4% |
| 1Y | -32.8% | +103.9% | -136.7% | -43.1% |
| All | +8.1% | +69.2% | -61.1% | -15.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded BB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling